+250.5%
SCHD vs HWM
+1,494.1%
-1,243.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | +3.4% | -11.0% | +14.4% | +6.2% |
| 3M | +7.6% | +4.0% | +3.6% | +6.0% |
| 6M | +12.2% | -0.2% | +12.4% | +11.1% |
| YTD | +29.0% | +26.7% | +2.3% | +20.0% |
| 1Y | +30.3% | +44.7% | -14.4% | +16.9% |
| 3Y | +56.1% | +426.1% | -369.9% | -3.0% |
| 5Y | +60.4% | +738.5% | -678.1% | -13.1% |
| All | +250.5% | +1,494.1% | -1,243.6% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling